AMBIGUOUS RISK AVERSION UNDER CAPACITY
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Publication:4648666
DOI10.1142/S0218488512400077zbMath1251.91040MaRDI QIDQ4648666
Publication date: 15 November 2012
Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218488512400077
capacity; distorted probability; distortion function; ambiguous risk aversion; ambiguous risk premium
28E10: Fuzzy measure theory
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Cites Work
- Axiomatic characterization of insurance prices
- Theory of capacities
- Risk, Ambiguity, and the Savage Axioms
- SET DEFUZZIFICATION AND CHOQUET INTEGRAL
- Subjective Probability and Expected Utility without Additivity
- The Dual Theory of Choice under Risk
- Risk Aversion in the Small and in the Large
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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